Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries

Energy Economics

Volumn 34, Issue 5, 2012, Pages 1284-1300

  Lee, Bi Juan ^a   Yang, Chin Wei ^b,c   Huang, Bwo Nung ^c  

^a MINISTRY OF NATIONAL DEFENSE   (Taiwan)

^b CLARION UNIVERSITY OF PENNSYLVANIA   (United States)

^c NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Industry sectors; Oil prices; Sector stock return; Stock returns

Indexed keywords

CANADA AND THE US; CAUSAL RELATIONSHIPS; COMPOSITE INDEX; GERMANY; INDUSTRY SECTORS; OIL PRICE CHANGES; OIL PRICE SHOCKS; OIL PRICES; SHORT TERM; STOCK MARKET; STOCK PRICE; STOCK RETURNS; TELECOMMUNICATION SECTOR; TRANSPORTATION SECTOR;

COMMERCE; HEALTH CARE; INFORMATION TECHNOLOGY; INVESTMENTS; MATERIALS HANDLING;

COSTS;

COMMODITY PRICE; INFORMATION TECHNOLOGY; OIL INDUSTRY; OIL TRADE; PRICE DYNAMICS; STOCK MARKET;

GERMANY; UNITED KINGDOM; UNITED STATES;

EID: 84862594150     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.06.004     Document Type: Article

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